IntervalDivider (GenOpt Code Documentation)

java.lang.Object
- genopt.algorithm.util.linesearch.IntervalDivider

Direct Known Subclasses:

FibonacciDivision, GoldenRatio
```
public abstract class IntervalDivider
extends java.lang.Object
```
Abstract class for doing a line search using an interval division method.
This project was carried out at:
- Lawrence Berkeley National Laboratory (LBNL), Simulation Research Group,
and supported by
- the U.S. Department of Energy (DOE),
- the Swiss Academy of Engineering Sciences (SATW),
- the Swiss National Energy Fund (NEFF), and
- the Swiss National Science Foundation (SNSF)
GenOpt Copyright (c) 1998-2021, The Regents of the University of California, through Lawrence Berkeley National Laboratory (subject to receipt of any required approvals from the U.S. Dept. of Energy). All rights reserved.
Version:

GenOpt(R) 3.1.1 (March 24, 2016)

Author:

Michael Wetter

Field Summary

Fields
Modifier and Type	Field and Description
`private double`	`dFMin` The minimal difference between the lowest 3 function values that has to be obtained before the search stops (only used if `stoCri=1`
`protected int`	`dimF` The number of function values
`protected int`	`dimX` The number of independent variables
`(package private) double[]`	`dx` The maximal width of the interval (`dx=xEnd-x0`)
`private double`	`fLowBor` The lower function value of the 2 border (`x0` or `x3`) that limit the interval of uncertainty
`protected static java.lang.String`	`LS` System dependent line separator
`protected int`	`nIntRed` The counter for number of interval reductions
`protected int`	`nIntRedMax` The maximum number of interval reductions
`protected static int`	`NINTREDMAXDEF` The default value for number of interval reductions
`protected Optimizer`	`opt` The reference to the Optimizer object
`private int`	`stoCri` The stopping criteria 0: number of interval reduction 1: maximum difference of the best 3 function values
`protected Point`	`x0` The lowest value on abscissa (start of interval)
`protected Point`	`x1` The 2nd lowest value on abscissa
`protected Point`	`x2` The 3rd lowest value on abscissa
`protected Point`	`x3` The highest value on abscissa
`protected Point`	`xLow` The lower border of the uncertainty interval after stop of algorithm
`protected Point`	`xMin` The point with the lowest obtained function value
`protected Point`	`xUpp` The upper border of the uncertainty interval after stop of algorithm

Constructor Summary

Constructors
Constructor and Description

IntervalDivider(Optimizer o)
Constructor

Constructors
Constructor and Description
`IntervalDivider(Optimizer o)` Constructor

Method Summary

All Methods Instance Methods Abstract Methods Concrete Methods
Modifier and Type	Method and Description
`private Point`	`getF(Point x)` Evaluates the objective function and reports the results
`private Point[]`	`getF(Point[] x)` Evaluates the objective function and reports the results
`protected abstract double`	`getReductionFactor()` Gets the reduction factor q = I(n+1)/I(n)
`Point`	`getXLower()` gets the lower bound of the uncertainty interval
`Point`	`getXMin()` Gets the point with the lowest function value
`Point`	`getXUpper()` gets the upper bound of the uncertainty interval
`private boolean`	`isDFltdFMin()` Checks whether the difference between the lower of either `f1` or `f2` and the lower of either `f0` or `f3` is smaller than the prescribed `dFMin`
`protected boolean`	`iterate()` Checks whether the iteration has to be continued.
`int`	`run(Point xS, Point xE)` Runs a line search in the interval from `xS` to `xE`.
`void`	`setAbsDFMin(double dFMinimal, int nMax)` Sets the minimal absolut difference between the lowest function values as the stopping criteria
`void`	`setMaxIntRed(int n)` Sets the maximum number of interval reductions
`abstract void`	`setUncertaintyInterval(double dx)` Sets the fraction of the desired uncertainty interval (0..1)

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Field Detail
  - LS
```
protected static final java.lang.String LS
```
    System dependent line separator
  - NINTREDMAXDEF
```
protected static final int NINTREDMAXDEF
```
    The default value for number of interval reductions
    
    See Also:
    
    Constant Field Values
  - opt
```
protected Optimizer opt
```
    The reference to the Optimizer object
  - dimX
```
protected int dimX
```
    The number of independent variables
  - dimF
```
protected int dimF
```
    The number of function values
  - dx
```
double[] dx
```
    The maximal width of the interval (dx=xEnd-x0)
  - x0
```
protected Point x0
```
    The lowest value on abscissa (start of interval)
  - xMin
```
protected Point xMin
```
    The point with the lowest obtained function value
  - x1
```
protected Point x1
```
    The 2nd lowest value on abscissa
  - x2
```
protected Point x2
```
    The 3rd lowest value on abscissa
  - x3
```
protected Point x3
```
    The highest value on abscissa
  - xLow
```
protected Point xLow
```
    The lower border of the uncertainty interval after stop of algorithm
  - xUpp
```
protected Point xUpp
```
    The upper border of the uncertainty interval after stop of algorithm
  - fLowBor
```
private double fLowBor
```
    The lower function value of the 2 border (x0 or x3) that limit the interval of uncertainty
  - nIntRed
```
protected int nIntRed
```
    The counter for number of interval reductions
  - nIntRedMax
```
protected int nIntRedMax
```
    The maximum number of interval reductions
  - stoCri
```
private int stoCri
```
    The stopping criteria
```
      0: number of interval reduction
      1: maximum difference of the best 3 function values
```
  - dFMin
```
private double dFMin
```
    The minimal difference between the lowest 3 function values that has to be obtained before the search stops (only used if stoCri=1
- Constructor Detail
  - IntervalDivider
```
public IntervalDivider(Optimizer o)
```
    Constructor
    
    Parameters:
    
    o - a reference to the Optimizer object
- Method Detail
  - getXMin
```
public Point getXMin()
```
    Gets the point with the lowest function value
    
    Returns:
    
    the point with the lowest function value
  - getReductionFactor
```
protected abstract double getReductionFactor()
```
    Gets the reduction factor q = I(n+1)/I(n)
    
    Returns:
    
    the reduction factor q = I(n+1)/I(n)
  - run
```
public int run(Point xS,
               Point xE)
        throws OptimizerException,
               java.lang.Exception
```
    Runs a line search in the interval from xS to xE.
    
    Parameters:
    
    xS - the start point of the interval
    
    xE - the end point of the interval
    
    Returns:
    
    -2 if the objective function has a null space, and the stopping criteria is not equal to 1
    -1 if the maximum number of iteration is exceeded
    +1 if the required accuracy is reached
    
    Throws:
    
    OptimizerException
    
    OptimizerException - if an OptimizerException occurs
    
    java.lang.Exception - if an Exception occurs
  - setUncertaintyInterval
```
public abstract void setUncertaintyInterval(double dx)
```
    Sets the fraction of the desired uncertainty interval (0..1)
    
    Parameters:
    
    dx - the normalized fraction of the uncertainty interval
  - setAbsDFMin
```
public void setAbsDFMin(double dFMinimal,
                        int nMax)
                 throws OptimizerException
```
    Sets the minimal absolut difference between the lowest function values as the stopping criteria
    
    Parameters:
    
    dFMinimal - the minimal difference between the lowest function values that has to be obtained before the search stops
    
    nMax - the maximum number of iteration before the search stops (in case that dFMinimal cannot be obtained within a reasonable number of trials)
    
    Throws:
    
    OptimizerException
  - setMaxIntRed
```
public void setMaxIntRed(int n)
```
    Sets the maximum number of interval reductions
    
    Parameters:
    
    n - the maximum number of interval reductions
  - getXLower
```
public Point getXLower()
```
    gets the lower bound of the uncertainty interval
    
    Returns:
    
    the lower bound of the uncertainty interval
  - getXUpper
```
public Point getXUpper()
```
    gets the upper bound of the uncertainty interval
    
    Returns:
    
    the upper bound of the uncertainty interval
  - iterate
```
protected boolean iterate()
```
    Checks whether the iteration has to be continued.
    
    Returns:
    
    true if iteration has to be continued, false if tolerance has been achieved, or the required number of interval reductions has been achieved.
  - isDFltdFMin
```
private boolean isDFltdFMin()
```
    Checks whether the difference between the lower of either f1 or f2 and the lower of either f0 or f3 is smaller than the prescribed dFMin
    
    Returns:
    
    true if difference is smaller, false otherwise
  - getF
```
private Point getF(Point x)
            throws OptimizerException,
                   java.lang.Exception
```
    Evaluates the objective function and reports the results
    
    Parameters:
    
    x - the point being evaluated
    
    Throws:
    
    OptimizerException - if an OptimizerException occurs
    
    java.lang.Exception - if an Exception occurs
  - getF
```
private Point[] getF(Point[] x)
              throws OptimizerException,
                     java.lang.Exception
```
    Evaluates the objective function and reports the results
    
    Parameters:
    
    x - the point being evaluated
    
    Throws:
    
    OptimizerException - if an OptimizerException occurs
    
    java.lang.Exception - if an Exception occurs

Class IntervalDivider

Field Summary

Constructor Summary

Method Summary

Methods inherited from class java.lang.Object

Field Detail

LS

NINTREDMAXDEF

opt

dimX

dimF

dx

x0

xMin

x1

x2

x3

xLow

xUpp

fLowBor

nIntRed

nIntRedMax

stoCri

dFMin

Constructor Detail

IntervalDivider

Method Detail

getXMin

getReductionFactor

run

setUncertaintyInterval

setAbsDFMin

setMaxIntRed

getXLower

getXUpper

iterate

isDFltdFMin

getF

getF